Large Bank Examination Workshop February 2026

Key Liquidity Reports

Governance • Summary presentations to senior managers and board members Limits • Cash flow report, by entity and consolidated • Liquidity Ratios • Early Warning Indicators (EWI) • Secured funding – by collateral type - very liquid, liquid, less liquid, equities; by currency; by legal entity Scenario analysis • Liquidity Stress Test (LST) 29

Key Liquidity Reports (cont.) Reporting • Liability maturity concentrations • Funding concentrations  Industry/counterparty type;  Single customer/top 10  By legal entity; by product type; by maturity • Unencumbered assets  Liquid asset buffer  Other available unencumbered securities  By MTM; duration; type; concentration;

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© Global Financial Markets Institute Inc.

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